§3.2, pp. 553–554 — the minimiser is a valid algorithm
ProvedNonuniformCompetitive.Snoopy.lp_attainedcompetitive-analysislinear-programmingp2o-batch-p200bp2o-gran-per-chapterp2o-plan-paperp2o-v1
Let be an integer, , and put
Then:
- ;
- ;
- every constraint of the phase LP is tight: for every ,
Items 1 and 2 say that the are the cumulative probabilities of a phase-based randomized algorithm (the block is private by the -th write with probability ); item 3 says that this algorithm's expected cost on every phase is exactly times the optimal cost. This is the attainment half of the LP analysis in the proof of Theorem 4.
Formalization Note is a function defined by the closed form for every ; the exponent is natural-number subtraction, which is only evaluated at in the conclusions (the value is unused).
Preamble
import Mathlib import Definitions.Def_NonuniformCompetitive_Snoopy_ep
Formal statement
namespace NonuniformCompetitive.Snoopy
/-- The minimiser of the phase LP (Karlin et al. 1994, §3.2, pp. 553–554) is a valid
phase-based algorithm with every constraint tight. For `p ≥ 1`, put `α = e_p / (e_p − 1)` and
`π_k = (α − 1)(((p + 1)/p)^{k−1} − 1)`. Then `π_{p+1} = 1`, `0 ≤ π_1 ≤ π_2 ≤ ⋯ ≤ π_{p+1}`, and
for every `k = 0, …, p`, `π_{k+1} · p + ∑_{i=1}^{k} (1 − π_i) = α · k`.
The natural-number subtraction `k - 1` is only evaluated at `k ≥ 1` in the conclusion. -/
theorem lp_attained (p : ℕ) (hp : 1 ≤ p) (α : ℝ) (π : ℕ → ℝ)
(hα : α = ep p / (ep p - 1))
(hπ : ∀ k, π k = (α - 1) * ((((p : ℝ) + 1) / p) ^ (k - 1) - 1)) :
π (p + 1) = 1 ∧ 0 ≤ π 1 ∧ (∀ k ∈ Finset.Icc 1 p, π k ≤ π (k + 1)) ∧
∀ k ≤ p, π (k + 1) * p + ∑ i ∈ Finset.Icc 1 k, (1 - π i) = α * k := by sorry
end NonuniformCompetitive.Snoopy
Source
Karlin, Manasse, McGeoch, Owicki, Competitive Randomized Algorithms for Nonuniform Problems, Algorithmica 11 (1994), pp. 553–554, §3.2 (proof of Theorem 4), display for π_k and the paragraph 'A phase-based algorithm that achieves this competitive factor …'
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.